append a matrix to a LogL object

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wilshire
Posts: 48
Joined: Fri Jan 07, 2011 12:49 pm

append a matrix to a LogL object

Postby wilshire » Wed Jan 23, 2013 7:25 pm

Hello,

I want to use a LogL for a system of equations with multivariate normal residuals. Can I append a matrix, the covariance matrix, to the LogL object?

If yes, then I could easily write the expression for the loglikilihood.

Thanks

Wilshire

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: append a matrix to a LogL object

Postby EViews Gareth » Wed Jan 23, 2013 8:24 pm

You cannot use matrix objects inside a LogL.

If you have access to EViews 8, you can use the general optimiser instead.


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